نتایج جستجو برای: generalized method of moments gmm

تعداد نتایج: 21291068  

Journal: :Energies 2023

The threat of global warming has increased due to industrialization, urbanization, population expansion, and changes in lifestyle among the Group Seven(G7) Carbon dioxide emissions (CO2) directly affect how much electricity can be generated from various sources. This research aims identify environmental hazards associated with energy Analyzing impact sources on CO2 heat production using data G7...

2013
Zhaozhi Fan Brajendra C. Sutradhar Prabhakar Rao Sri Sathya

For the estimation of the parameters involved in a linear dynamic mixed model for panel data, it has been shown recently by Rao, Sutradhar, and Pandit (2012, Brazilian J. of Probability and Statistics, Vol. 26, 167–177) that the so-called generalized quasi-likelihood (GQL) approach produces more efficient regression estimates as compared to the generalized method of moments (GMM) approach. Thes...

Journal: :Oradea Journal of Business and Economics 2023

This study investigated the relationship between measures of institutional quality provided by World Bank, Governance Indicators and foreign direct investment inflows in Nigeria. The used time-series data covering period 1996 2019. We sourced from Development databases. along with other selected control variables include voice accountability, government effectiveness, rule law, regulatory quali...

2003
Yue Fang

Loss functions play an important role in analyzing insurance portfolios. A fundamental issue in the study of loss functions involves the selection of probability models for claim frequencies. In this article, we propose a semiparametric approach based on the generalized method of moments (GMM) to solve the specification problems concerning claim frequency distributions. The GMM-based testing pr...

ژورنال: :علوم اقتصادی 2013
سهراب دل انگیزان محمد شریف کریمی زینب خالوندی

مطالعه حاضر با استفاده از داده­های تلفیقی شاخص درک فساد مالی، شاخص نشان­دهنده­ی آزادی اقتصادی و نرخ رشد اقتصادی، تأثیر فساد مالی بر رشد­ اقتصادی را در قالب یک مدل پانل دیتای پویا به روش گشتاورهای تعمیم­یافته (gmm)، در نمونه­ی 156تایی از کشورهای جهان و در دوره­ی زمانی 2000- ۲۰11 بررسی نموده است. نتایج در رابطه با دسته­بندی کشورها نشان می­دهد که در کشورهای با آزادی اقتصادی بالا، رابطه­ی شاخص درک ...

Journal: :Journal of Econometrics 2023

We consider nonlinear moment restriction semiparametric models where both the dimension of parameter vector and number restrictions are divergent with sample size an unknown smooth function is involved. propose estimation method based on sieve generalized moments (sieve-GMM). establish consistency asymptotic normality for estimated quantities when parameters increases modestly size. also case p...

Journal: :Quantitative Economics 2021

We consider inference in models defined by approximate moment conditions. show that near?optimal confidence intervals (CIs) can be formed taking a generalized method of moments (GMM) estimator, and adding subtracting the standard error times critical value takes into account potential bias from misspecification In order to optimize performance under misspecification, weighting matrix for this G...

Journal: :Physical review. E, Statistical, nonlinear, and soft matter physics 2012
Andrés E Leövey Thomas Lux

We study the well-known multiplicative log-normal cascade process in which the multiplication of Gaussian and log normally distributed random variables yields time series with intermittent bursts of activity. Due to the nonstationarity of this process and the combinatorial nature of such a formalism, its parameters have been estimated mostly by fitting the numerical approximation of the associa...

ژورنال: حسابداری مالی 2019

Since paying over or not paying dividends can cause the firms to face financial crises, firms are always looking for discovery and using a target (optimal) dividend payout ratio. It should be noted that a dividend ratio is a dynamic number and a variety of factors affect it over time. The movement speed of the dividend payout ratio towards the target depends on several factors. This paper inves...

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